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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-11.47%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$101B
AUM Growth
-$13.6B
Cap. Flow
+$2.5B
Cap. Flow %
2.48%
Top 10 Hldgs %
15.55%
Holding
4,102
New
163
Increased
2,064
Reduced
1,645
Closed
201

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$371M
2
LIN icon
Linde
LIN
+$207M
3
CI icon
Cigna
CI
+$126M
4
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$92.9M
5
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$90.1M

Top Sells

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$219M
2
AET
Aetna Inc
AET
+$219M
3
ESRX
Express Scripts Holding Company
ESRX
+$195M
4
PX
Praxair Inc
PX
+$176M
5
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$164M

Sector Composition

Rank Sector Weight
1 Technology 14.05%
2 Financials 13.67%
3 Healthcare 12.8%
4 Consumer Discretionary 8.58%
5 Industrials 8.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TDY icon
701
Teledyne Technologies
TDY
$30.2B
$20M 0.02%
96,629
+17,083
+21% +$3.74M
SKX
702
DELISTED
Skechers
SKX
$20M 0.02%
873,242
-63,804
-7% -$1.67M
ARW icon
703
Arrow Electronics
ARW
$10.9B
$19.9M 0.02%
288,717
+3,482
+1% +$248K
LII icon
704
Lennox International
LII
$19B
$19.9M 0.02%
90,711
+391
+0.4% +$82.6K
DVA icon
705
DaVita
DVA
$15.2B
$19.8M 0.02%
385,508
-27,369
-7% -$1.75M
FLG
706
Flagstar Bank National Association
FLG
$5.74B
$19.8M 0.02%
702,205
+260,608
+59% +$7.61M
BBVA icon
707
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$19.8M 0.02%
3,739,383
-147,156
-4% -$832K
NDAQ icon
708
Nasdaq
NDAQ
$52.5B
$19.7M 0.02%
725,697
+59,364
+9% +$1.69M
UMPQ
709
DELISTED
Umpqua Holdings Corp
UMPQ
$19.7M 0.02%
1,240,360
+195,006
+19% +$3.67M
HAE icon
710
Haemonetics
HAE
$3.63B
$19.7M 0.02%
196,824
-19,321
-9% -$2.03M
ANF icon
711
Abercrombie & Fitch
ANF
$4.41B
$19.6M 0.02%
979,399
+38,861
+4% +$728K
MAN icon
712
ManpowerGroup
MAN
$2.5B
$19.5M 0.02%
301,401
-7,517
-2% -$571K
DKS icon
713
Dick's Sporting Goods
DKS
$18.4B
$19.5M 0.02%
624,451
+200,401
+47% +$6.96M
WRB icon
714
W.R. Berkley
WRB
$28.1B
$19.5M 0.02%
888,857
+121,092
+16% +$2.72M
BURL icon
715
Burlington
BURL
$22.5B
$19.5M 0.02%
119,649
+16,913
+16% +$2.73M
ICLR icon
716
Icon
ICLR
$13B
$19.4M 0.02%
150,349
-2,290
-2% -$316K
TLS
717
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$19.4M 0.02%
1,954,396
+282,285
+17% +$2.81M
IHG icon
718
InterContinental Hotels
IHG
$23.5B
$19.4M 0.02%
336,944
-5,699
-2% -$328K
UGI icon
719
UGI
UGI
$7.91B
$19.2M 0.02%
359,230
+17,975
+5% +$999K
SCZ icon
720
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$19.2M 0.02%
369,623
+345,368
+1,424% +$19.3M
LGND icon
721
Ligand Pharmaceuticals
LGND
$5.96B
$19M 0.02%
224,747
-56,974
-20% -$6.07M
EAT icon
722
Brinker International
EAT
$8.38B
$18.9M 0.02%
430,710
+38,810
+10% +$1.84M
PC
723
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$18.9M 0.02%
2,104,742
+518,124
+33% +$4.66M
SEE
724
DELISTED
Sealed Air
SEE
$18.9M 0.02%
542,945
+197,276
+57% +$6.88M
NFX
725
DELISTED
Newfield Exploration
NFX
$18.9M 0.02%
1,288,270
+615,757
+92% +$12.4M
27 28
29
30 31

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Parametric Portfolio Associates's Q4 2018 Portfolio in Review

As of Q4 2018, Parametric Portfolio Associates held 4,102 positions worth $101B, down 12% from $114B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q4 2018 filing shows 163 new, 2,064 increased, 1,645 reduced and 201 closed positions. Its largest new stake was Linde: 1,311,690 shares worth $205M. The largest sale was iShares Core US Aggregate Bond ETF, an estimated $219M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2018 buy was Linde: 1,311,690 shares worth $205M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2018, an estimated $371M increase.
  • Parametric Portfolio Associates's biggest Q4 2018 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $219M.
  • Parametric Portfolio Associates fully exited Aetna Inc in Q4 2018, selling an estimated $219M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $101B portfolio in Q4 2018.
  • Parametric Portfolio Associates opened 163 new positions and closed 201 in Q4 2018.
  • Parametric Portfolio Associates's portfolio value fell 12% quarter-over-quarter to $101B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2018, filed 14 Feb 2019.